Integer Programming

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Chapter Topics

 Integer Programming (IP) Models

 Integer Programming Graphical Solution

 Computer Solution of Integer Programming
Problems With Excel
 Traditional Methods of Solving
ILPP(Assignment)

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Integer Programming Models
Types of Models

Total Integer All decision variables required to

Model: have integer solution values.

0-1 Integer Model: All decision variables required to

have integer values of zero or one.

Mixed Integer Some of the decision variables (but

Model: not all) required to have integer
values.

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1. A Total Integer Model

■ Investment to install two knitting machines: Flat and

Circular.
■ Profit: each Flat $100/day; each Circular $150/day.
■ Resource availability: $40,000 budget, 200 sq. ft. floor space.
■ Machine purchase prices and space requirements:
Floor Space (ft.2) per
Purchase Price
Machine machine
per m/ c
Flat 15 $8,000

Circular 30 4,000

Determine the number of knitting machines of each type

to be installed. Also find the total profit that can be made
per a day.

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1. A Total Integer Model Cont’d…

Integer Programming Model:

Let:
x1 = number of Flat knitting machines to be installed
x2 = number of Circular knitting machines to be installed
Maximize Z = 100x1 + 150x2
subject to:
$8,000x1 + 4,000x2  $40,000
15x1 + 30x2  200 ft2
x1, x2  0 and integer

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 Solution Using Excel Solver
By changing
Coefficients cells
  x1 x2 x1 x2   Target cell
Objective
function 100 150 1 6   1000
             
          LHS RHS
Constraint 1 8 4     32 40
Constraint 2 15 30     195 200

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2. A 0 - 1 Integer Model
■ Recreation facilities selection to maximize daily usage by
residents.
■ Resource constraints: $120,000 budget; 12 acres of land.

Expected Usage Land Requirement

Recreation
(people/ day) Cost ($) (acres)
Facility
Swimming pool 300 35,000 4
Tennis Center 90 10,000 2
Athletic field 400 25,000 7
Gymnasium 150 90,000 3

Which of these recreational facilities must be

constructed to maximize daily usage by residents?

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2. A 0 - 1 Integer Model Cont’d…
x1 = construction of a swimming pool
x2 = construction of a tennis center
x3 = construction of an athletic field
x4 = construction of a gymnasium

Integer Programming Model:

Maximize Z = 300x1 + 90x2 + 400x3 + 150x4
subject to:
$35,000x1 + 10,000x2 + 25,000x3 + 90,000x4  $120,000
4x1 + 2x2 + 7x3 + 3x4  12 acres
x1, x2, x3, x4 = 0 or 1
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Answer Using Excel Solver

x1 x2 x3 x4 x1 x2 x3 x4 TC

300 90 400 150 1 0 1 0 700

Thus, in order to maximize daily usage by residents, a swimming

pool and an athletics field must be constructed.

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3. A Mixed Integer Model

■ $250,000 available for investments providing greatest return

after one year.
■ Data:
 Condominium cost $50,000/unit; $9,000 profit/unit if sold
after one year.
 Land cost $12,000/ acre; $1,500 profit/unit if sold after one
year.
 Municipal bond cost $8,000/bond; $1,000 profit /unit if sold
after one year.
 Only 4 condominiums, 15 acres of land, and 20 municipal
bonds available.
Determine the number of condominiums, the amount of land,
and the number of municipal bond to be purchased.
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3. A Mixed Integer Model Cont’d---
Let:
x1 = No of condominiums purchased
x2 = acres of land purchased
x3 = No of bonds purchased
Integer Programming Model:
Maximize Z = $9,000x1 + 1,500x2 + 1,000x3
subject to:
50,000x1 + 12,000x2 + 8,000x3  $250,000
x1  4 condominiums
x2  15 acres
x3  20 bonds
x2  0
x1, x3  0 and integer 5-11
 Target
  x1 x2 x3 x1 x2 x3 cell  
Objective
Function 9000 1500 1000 4 2.17 3 42250

              LHS RHS

Constraint 1 50000 12000 8000 250000 250000

Constraint 2 1           4 4

Constraint 3   1         2.17 15

Constraint 4     1       3 20

         

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Integer Programming
Graphical Solution

Maximize Z = 100x1 + 150x2

subject to:
8,000x1 + 4,000x2  40,000
15x1 + 30x2  200
x1, x2  0 and integer

Optimal Solution:
Z = 1,055.56
x1 = 2.22
Integerx2Solution
= 5.55
Z = 1,000
x1 = 1
x2 = 6
Feasible Solution Space with Integer Solution Points
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 ■ Traditional approach to solving integer programming
problems.

■ Traditional approach to solving integer programming

problems.
 Gomory’s Cutting Plane Algorithm (Textile Chemistry)
 Branch and Bound Method (Textile Production)
 Additive algorithm (Fashion Technology)

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